Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/48002
Title: The term structure of interest rates: Negotiation strategies on fixed income
Other Titles: La estructura temporal de los tipos de interés: Estrategias de negociación en renta fija
Authors: Andrada Félix, Julián 
Fernández Pérez,Adrián 
Fernández Rodríguez, Fernando 
UNESCO Clasification: 5302 Econometría
Keywords: Renta fija
Tipos de interés
Modelos econométricos
Issue Date: 2014
Publisher: 0210-0266
Journal: Cuadernos de Economía 
Abstract: he paper reviews the literature on how the term structure of interest rates (TSIR) can be used to implement passive and active fixed income portfolio strategies. This is done by defining the concept, explaining the risk of interest rates, and detailing several fixed income portfolio strategies.
URI: http://hdl.handle.net/10553/48002
ISSN: 0210-0266
DOI: 10.1016/j.cesjef.2013.09.001
Source: Cuadernos de Economia[ISSN 0210-0266],v. 37, p. 131-149
Appears in Collections:Artículos
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